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Full text of "Treatise On Analysis Vol-Ii"

240      XIII    INTEGRATION

(cf. Problem 1). For the general case, consider the functions sup(w, f<pKn), where
(Kn) is an increasing sequence of compact sets whose union is X.)

20. Let U be a continuous endomorphism of the space Li(X, /it) satisfying the hypotheses
of Section 13.11, Problem 17, so that U extends to an endomorphism of each of the
spaces L£(X, JLC), 1 <>p <; -f oo (he. cit.). For each function fe && , put

R«(/) = - (/+#•/+••' + U"'1 •/),
n

R*(/) =   sup |Rk(/)|,

l^k^n

R*(/) = supR*(/).

n

(a)   Show that if 1< p < + oo and / e -2=$ , then R*(/) e -2* and

p,.

P— I

(Use Problem 19 above, and Section 13.11, Problem 17(c).)

(b) For each function/ e J§?£, let P -/be the limit in Lj| of the sequence ((Rn(/))~)
(Section 12.15, Problem 12(c)). We have £/P = P(7 = P. Show that the sequence
(Rn(/)) converges almost everywhere to P -/(Dunford-Schwartz ergodic theorem).
(Put

S(/) = lim sup Rn(/),

rt-»OO

= liminfRM(/).

Observe that !(/) g S(/) ^ R*(/), and that S(Rm(/) -P-/) = S(/)-P-/ and
I(Rm(/) -P */) = K/) -P -/for all m £ 1, and use (a) with Rm(/) -P • /in place
of/)

(c) Show that N^P •/) £ NI(/) for all / e && n J2?ff , and hence that P extends to a
contraction on the space LR. Deduce that the sequence (R»(/)) converges almost
everywhere to/, for each function /e jfifj. (Put

L(/) = limsup|Rw(/)-P-/|,

n-*oo

observe that L(/) ^ R*(/-^) + P • \f-g\ for all ^ e Se\ n jgff , and make use of
Section 13.11, Problem 7(d).)

21. The notation is that of Section 13.17, Problem 7. For each a > 0 and each function
g e &}OCtC(y, v), let AM denote the set of points y e Y such that \g(y)\ > a. If
p e [1, + oo [, the endomorphism U is said to be of weak type (p,p) if there exists a
constant C > 0 such that, for each fc-integrable step function / and each a > 0, we
have and that